Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points (Q4558148)

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scientific article; zbMATH DE number 6982302
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    Change-point computation for large graphical models: a scalable algorithm for Gaussian graphical models with change-points
    scientific article; zbMATH DE number 6982302

      Statements

      21 November 2018
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      change-points
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      Gaussian graphical models
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      proximal gradient
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      simulated annealing
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      stochastic optimization
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